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Buy/Sell Threshold EMA Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=60440
Forum: 31 · Topic 60440 · 2 post(s)
Buy/Sell Threshold EMA Strategy
moomoofx · Thu Mar 20, 2014 6:45 pm
As requested on: viewtopic.php?f=27&t=60252
Enters based on thresholds of a ratio comparing a short EMA and long EMA. I changed the buy enter condition as I believe the less than sign should be a greater than sign, otherwise the strategy will never enter sell positions it seems. So now it enters based on this.
diff = 100 * (short_ema - long_ema) / ((short_ema + long_ema) / 2)
if diff > buy_threshold:
buy(price)
else:
if diff < -sell_threshold:
sell(price)
Cheers, MooMooFX
The Strategy was revised and updated on December 10, 2018.
Re: Buy/Sell Threshold EMA Strategy
Apprentice · Sun Dec 11, 2016 5:17 am
Strategy was revised and updated.